Jeanjean,
Three possible reasons for not seeing your BSP file.
1. Ensure that you have used the SET BSP CAMERA command in your program.
2. In Hammer, select all objects and make sure that they are all UNGROUPED. This includes hollowed out cubes etc.
3. If you still can't see your BSP, surround the whole BSP map in Hammer with a cube and hollow it out so that the BSP file is completely sealed, then apply the SKY texture to the cube so that it is ignored by the Vis and Lighting applications.
This should then work.
I would also suggest reading "The Ultimate BSP Thread" which can be found in the sticky thread of this forum (Posts about 3D Worth Reading).
Paul.